Cutting Planes from the Branch-and-Bound Tree: Challenges and Opportunities

Author:

Contardo Claudio1,Lodi Andrea2ORCID,Tramontani Andrea3

Affiliation:

1. IBM Canada Laboratory, Toronto, Ontario L6G 1C7, Canada;

2. Jacobs Technion-Cornell Institute, Cornell Tech and Technion, Israel Institute of Technology, New York, New York 10044;

3. FICO Xpress Optimization, FICO Italy, Milan 20123, Italy

Abstract

In this short paper, we argue that the standard approach adopted by modern mixed-integer linear programming solvers of using very little cutting plane generation in the branch-and-bound tree can be too conservative and lead to the loss of significant opportunities. Our observation is motivated by some relatively simple computational investigation on a couple of instances in the MIPlib 2010 collection for which the benefit of generating globally valid cuts in the tree is significant. History: This “Challenge” paper was invited by the Editor-in-Chief and based on the topics raised by the author at his plenary address at the 2022 INFORMS Computing Society Conference in Tampa, Florida.

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

General Engineering

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